Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -694187.0239 | 148016.21 | -842203.2339 | -2309252.2583 | -10153868.8356 | 7844616.5774 |
Total P&L (%) | -694.187 | 148.0162 | -842.2032 | -2309.2523 | -10153.8688 | 7844.6166 |
Avg Daily Profit (%) | -0.3816 | 0.0814 | -0.463 | 0 | 0 | 0.2408 |
Buy And Hold Return (%) | 626.6718 | 626.6718 | 626.6718 | 626.6718 | 626.6718 | 626.6718 |
Max Trade Drawdown | -796310 | -124480 | -882612 | -24824618 | -17860524 | -9234480 |
Profit Factor | 0.5185 | 1.5967 | 0.2944 | 0.9446 | 0.5535 | 1.4142 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 17 | 21 | 32 | 16 | 16 |
Losing Trades | 25 | 14 | 11 | 31 | 15 | 16 |
Profitability (%) | 60.3175 | 54.8387 | 65.625 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 0.3411 | 1.3149 | 0.1542 | 0.9151 | 0.5189 | 1.4142 |
Largest Winning Trade | 106035 | 106035 | 45053 | 13583959 | 3087194 | 13583959 |
Largest Losing Trade | -556688 | -66069 | -556688 | -12851886 | -12851886 | -5124347 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 41 | 36 | 44 | 57 | 48 | 67 |
Avg Bars in Losers | 75 | 56 | 99 | 51 | 42 | 59 |
Bars Traded | 3439 | 1410 | 2029 | 3439 | 1410 | 2029 |
Profit Streak | 0 | 0 | 0 | 108.4162 | 301.4162 | 108.4162 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730440 | -247603 | -578784 | -730716 | -579240 | 349115 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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